“…For r ′ = 1 the compactness of any α-level set with respect to σ(L 1 , L ∞ ) follows from [36, Theorem 3K] due to condition (A5). For r ′ = ∞, some α-level set is bounded due to (A3) and, hence, relatively compact with respect to σ(L ∞ , L 1 ) due to Alaoglu's theorem [14,Theorem 3.21]. Since the objective function F (ξ, ·) is lower semicontinuous and N ∞ (ξ) weakly closed with respect to σ(L ∞ , L 1 ), the α-level set is even compact with respect to σ(L ∞ , L 1 ).…”